Many other have already discussed the most relevant points, so I will just mention a few random thoughts.
- When Jon looks at Sansa before he announces he's going south I thought this was a warning look "Do-not-undermine-me-publicly-again" but no, it seems that it's a good idea to reprehend your king in front of his bannermen (again) a tell him that he's abandoning his people... until the very same moment he says you're in charge in his absence; then all objections are suddenly forgotten. Holy crap in the woods. These two really know how to team up!
- I am not 100% sure we've seen Reek's return, I think this was still Theon. I don't see what could he have done to save his sister in that precise moment. I think that the battle was lost and he thought that better try to live another day than surrender one hostage more. If I'm correct he'll try to rescue her, as she tried to rescue him. Just my impression.
- Did LF tell Jon "I love Sansa, like I loved "YOUR" mother?! FTW?? I hope he said "her" mother and it was just that I misheard his words. The whole interaction seemed quite absurd to me. I expected (wished... I do not expect a great deal of D&D) more.
- This greyscale thing is gross. But when the Maester says that treatment is risky and that's why it's forbidden what does he mean? Risky? What's supposed to be worse than this malady? I would assume a lot of infected people would be eager to try any experimental treatment, given the alternative. And how do you catch it? Physical contact, obviously, but the little princess was supposed to get ill by touching a doll. If you can get infected touching objects, it seems to me that the smart-aleck Maester (why do they paint every single person in the Citadel like pedantic bureaucrats?) should have been infected long ago. Whatever.
- The Iron Battle made no sense at all.
- The show seems so concerned in shocking the fans with OMG so surprising twists that any internal coherence in the characters personality burns in the flames like an oblation from the Red Woman. Who is Arya? Who is Sansa? Are D&D so obsessed to surprise us with their actions and reactions that they have forgotten to give them any consistency or logic? They have so many split personalities that they do not have any personality at all.